Rapport Backtest

Stratégie · RsiOversold   |   Ticker · GOOG   |   2015-01-02 → 2025-10-31
Capital Final -43,350,082,208,140.62 €
P&L -43350082218140.62 € (-433500822181.41%)
Total Trades 1
Max Drawdown 5178.97%
Sharpe
0.64
Sortino
0.63
Calmar
0.00

Equity Curve

Underwater Curve

Performance

CAGR0.00%
Ulcer Index4.10
Expectancy673.88

Trades Overview

Total1 Win Rate100.00%
Profit Factorinf Payoff Ratio673.88

Métriques Rolling

Heatmap Rendements Mensuels

Tableau des Trades

Open Close Side Size Entry Exit Net PnL Ret % Dur (j)
2015-04-06 04:00:00 2015-07-20 04:00:00 Long 15 26.37 32.33 673.88 22.61% 105